DCTH vs. CPER
DCTH (Delcath Systems, Inc.) is a stock, while CPER (United States Copper Index Fund) is Copper fund tracking the SummerHaven Copper Index Total Return. Over the past 5 years, DCTH returned 2.17%/yr vs 7.10%/yr for CPER. At a 0.15 correlation, their price movements are largely independent.
Performance
DCTH vs. CPER - Performance Comparison
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Returns By Period
In the year-to-date period, DCTH achieves a 21.68% return, which is significantly higher than CPER's 6.75% return.
DCTH
- 1D
- 6.78%
- 1M
- 11.52%
- YTD
- 21.68%
- 6M
- 21.44%
- 1Y
- -7.32%
- 3Y*
- 30.19%
- 5Y*
- 2.17%
- 10Y*
- —
CPER
- 1D
- -3.84%
- 1M
- -4.11%
- YTD
- 6.75%
- 6M
- 9.28%
- 1Y
- 21.76%
- 3Y*
- 16.60%
- 5Y*
- 7.10%
- 10Y*
- 10.37%
DCTH vs. CPER - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DCTH Delcath Systems, Inc. | 21.68% | -16.11% | 189.42% | 15.56% | -53.55% | -56.75% | -15.67% | -89.16% | -90.69% |
CPER United States Copper Index Fund | 6.75% | 38.95% | 4.23% | 4.55% | -15.14% | 25.21% | 23.90% | 6.66% | -16.49% |
Correlation
The correlation between DCTH and CPER is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 29, 2018 | 0.15 |
The correlation between DCTH and CPER shifts across timeframes, from 0.15 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DCTH vs. CPER — Risk / Return Rank
DCTH
CPER
DCTH vs. CPER - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delcath Systems, Inc. (DCTH) and United States Copper Index Fund (CPER). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DCTH | CPER | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.16 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 0.88 | -1.06 |
| Martin ratioReturn relative to average drawdown | -0.28 | 1.82 | -2.10 |
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Drawdowns
DCTH vs. CPER - Drawdown Comparison
The maximum DCTH drawdown since its inception was -99.96%, which is greater than CPER's maximum drawdown of -54.04%. Use the drawdown chart below to compare losses from any high point for DCTH and CPER.
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Drawdown Indicators
| DCTH | CPER | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.96% | -54.04% | -45.92% |
Max Drawdown (1Y)Largest decline over 1 year | -41.71% | -24.77% | -16.94% |
Max Drawdown (3Y)Largest decline over 3 years | -62.87% | -24.77% | -38.10% |
Max Drawdown (5Y)Largest decline over 5 years | -82.21% | -34.75% | -47.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.42% | — |
Current DrawdownCurrent decline from peak | -99.80% | -8.08% | -91.72% |
Average DrawdownAverage peak-to-trough decline | -96.43% | -25.32% | -71.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.34% | 11.97% | +14.37% |
Volatility
DCTH vs. CPER - Volatility Comparison
Delcath Systems, Inc. (DCTH) has a higher volatility of 14.70% compared to United States Copper Index Fund (CPER) at 9.34%. This indicates that DCTH's price experiences larger fluctuations and is considered to be riskier than CPER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCTH | CPER | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.70% | 9.34% | +5.36% |
Volatility (6M)Calculated over the trailing 6-month period | 33.20% | 23.62% | +9.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.00% | 35.07% | +14.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.02% | 27.06% | +45.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 109.86% | 24.11% | +85.75% |
Dividends
DCTH vs. CPER - Dividend Comparison
Neither DCTH nor CPER has paid dividends to shareholders.
Frequently Asked Questions
DCTH and CPER have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DCTH has higher volatility (14.70%) compared to CPER (9.34%). In terms of maximum drawdown, DCTH dropped -99.96% vs CPER's -54.04%.
CPER currently has the higher Sharpe Ratio (0.62 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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